+108.1%
CSCO vs RVTY
+18.2%
+90.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -0.7% | +1.1% | -1.8% | -0.9% |
| 30D | -10.1% | +13.2% | -23.3% | -12.0% |
| 3M | -15.7% | +27.2% | -42.9% | -19.4% |
| 6M | +36.3% | +32.4% | +3.9% | +28.9% |
| YTD | +43.8% | +34.9% | +9.0% | +35.3% |
| 1Y | +63.9% | +52.4% | +11.6% | +50.1% |
| All | +108.1% | +18.2% | +90.0% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling